Since Oblivion is the first of the Elder Scrolls games that I'm going to try I was wondering if somebody could recommend a tutorial or any web-page where I'd be able to find useful information. like tips, quests etc.

I'd love to play a stealth character, but I had the chance to notice that it'd be really hard so that's why I'm here. I tried building an archer: wood elf / thief / assassin.

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It might be good to know if this question is about a console version or the PC version ... if it's a console version, some of the other posts might have answers that are less applicable due to references to mods (which I believe aren't possible on a console).
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Dave DuPlantisApr 8 '11 at 16:42

If you're fighting as a Thief, make sure to poison your dagger.
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user10737Jun 28 '11 at 15:11

3 Answers
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Watch what skills you assign as your primary skills, your characters level up when you advance enough in your primary skills, which causes everything in the game to level up to keep pace. This is a part of the game design. However, if your skills are poorly chosen, you could end up in a situation where the enemies are all very strong and tough while you do not have enough combat skills to handle them all and effectively, get stuck with the game. This is also very important if you don't understand the stat gain multipliers at each level. You don't want to end up with 3 +1s in your stats per level since you will be severely hampered as a result. Read up about it here.

Stealth is actually quite easy and powerful in Oblivion if you combine it with alchemy. A well aimed poisoned arrow (with the proper poison) can often take out your target with 1 shot. Alchemy components are all over the country side, just grab whatever you can get your hands on while travelling to places.

If you want the ability to make spells/enchant items, you will have to join the mages guild. This requires you to go through a series of quests (most are fairly easy), and you will collect a bunch of free spells as you do so. Making spells gives you the chance to create training spells, which is great way to level up your magic skills. For example, to improve destruction, make a destruction spell that does 1 fatigue damage for 1 second on self and spam that to level up.

Since you will be a thief, a big source of income in the game is stealing. However, you can't sell your stolen loot until you find a fence, which requires you to join the thieves guild. Ask around the imperial marketplace to figure out how to do that.

Join the fighters guild (yes you can join all the guilds at the same time) to pick up some free healing potions from their chests.

Don't be afraid to run away. Especially early game, if you see a big orc bandit run at you with a 2 handed hammer, its prudent at that point to run away as fast as possible unless you are familiar and skilled with combat. Better yet, run for the nearest imperial guard and have them take out the orc and loot the corpse if you can :)

The wiki link that Ragnar posted is probably your best resource for looking up references, but the game is best learned by playing and enjoying it.

Yes, the Oblivion Wiki is probably your best resource, but also GameFAQs which can provide you with guides including micro-managing your character's skills.

If you're playing vanilla Oblivion (no mods), and not afraid of getting Infamy, I also have one recommendation: join the Dark Brotherhood.

The gear you get and buy from them (notably the Black Hand set and the Bow of Infernal Frost) will complement your character very well.

And yes, Alchemy is very important skill for an Assassin character. Once you achieve high levels of Alchemy and a Master / Grandmaster Alchemy set, you can create poisons which can do hundreds of tri-elemental damage.

Final bit of advice: don't bite off more than you can chew. Not being able to kill off an enemy with a single stealth critical hit can really turn the tables against you.